Mix all the ingredients for the marinade with a whisk until you get a smooth mixture. Wash all the vegetables and cut them into coarse chunks. Cut the zucchini into round slices, the peppers into squares, peel the onions into separate layers and leave the mushrooms whole or halve them.
Soak the vegetables in the marinade, cover the container and leave it in the refrigerator for 20 minutes. Then begin to string the vegetables on wooden skewers, alternating between them.
Put the strung vegetable skewers to cook for 3-4 minutes on each side on the grill or in a saucepan. You can arrange them in a baking dish and bake them in a preheated oven (at 392°F (200 °C) for about 10 minutes).